Our People

Principal Consultant

Peter Caspers is Head of Quant Library development within Acadia’s Quant Services division. He is a quant developer and analyst with 20+ years of experience and is primarily involved in the design and implementation of pricing and risk models for bespoke client needs as well as for the standardised service infrastructure, with an eye on speedy and robust models. He is an active contributor to the open-source library QuantLib and has been instrumental in developing the Acadia sponsored Open-Source Risk Engine (ORE). Peter holds a degree in mathematics from Technical University of Dortmund. He is co-author of the book “Interest Rate Derivatives Explained II” (with Jörg Kienitz).